Yes — outdoor and underground runs need cable specifically rated for those conditions, because ordinary indoor house wire is not built to survive them. See also can I use ordinary indoor house wire outdoors.
Outdoors, the main enemies are UV sunlight, which makes standard insulation brittle and cracked, and moisture, which causes insulation failure and conductor corrosion. Underground, cables must also resist constant damp and physical pressure. The right answers are UV-stabilised and weatherproof cables, moisture-resistant XLPE insulation, and armoured cable for mechanical protection where it is buried or exposed to damage.
Specific exposed applications have their own dedicated cables — for example solar (PV) cables for rooftops. Using indoor wire outdoors is both unsafe and a false economy, since it fails quickly. For help choosing the right cable for an exposed or buried location, contact APAR or consult a licensed electrician.